When Catholics talk about praying to Mary, a classic Protestant objection is "but I can go directly to Jesus!" To that, I'd say, "True, you could go to Jesus alone... but if you pray to Mary, you and the Virgin Mary can go directly to Jesus!" The "why not just go directly to Jesus" objection points to one of the real differences between Catholics and Protestants on this question: we Catholics believe that some people's prayers are more efficacious than others.